One Thousand Exercises in Probability: Third Edition

One Thousand Exercises in Probability: Third Edition
PDF
  • eBook:
    One Thousand Exercises in Probability: Third Edition
  • Author:
    Professor Geoffrey Grimmett, Professor David Stirzaker
  • Edition:
    3 edition
  • Categories:
  • Data:
    September 16, 2020
  • ISBN:
    0198847610
  • ISBN-13:
    9780198847618
  • Language:
    English
  • Pages:
    592 pages
  • Format:
    PDF

Book Description
This third edition is a revised, updated, and greatly expanded version of previous edition of 2001. The 1300+ exercises contained within are not merely drill problems, but have been chosen to illustrate the concepts, illuminate the subject, and both inform and entertain the reader. A broad range of subjects is covered, including elementary aspects of probability and random variables, sampling, generating functions, Markov chains, convergence, stationary processes, renewals, queues, martingales, diffusions, Lvy processes, stability and self-similarity, time changes, and stochastic calculus including option pricing via the Black-Scholes model of mathematical finance.
The text is intended to serve students as a companion for elementary, intermediate, and advanced courses in probability, random processes and operations research. It will also be useful for anyone needing a source for large numbers of problems and questions in these fields. In particular, this book acts as a companion to the authors’ volume, Probability and Random Processes, fourth edition (OUP 2020).

Content

1. Events and their probabilities
2. Random variables and their distributions
3. Discrete random variables
4. Continuous random variables
5. Generating functions and their applications
6. Markov chains
7. Convergence of random variables
8. Random processes
9. Stationary processes
10. Renewals
11. Queues
12. Martingales
13. Diffusion processes

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